A Globally Convergent Derivative-Free Projection Method for Nonlinear Monotone Equations with Applications

被引：0
作者：
P. Kaelo
M. Koorapetse
C. R. Sam
机构：
[1] University of Botswana,Department of Mathematics
来源：
Bulletin of the Malaysian Mathematical Sciences Society | 2021年 / 44卷
关键词：
Derivative-free method; Global convergence; Rate of convergence; Nonlinear monotone equations; 90C56; 65K05; 65K10; 90C06;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, based on the theoretical effectiveness of quasi-Newton methods and the projection strategy, we propose a three-term derivative-free projection method for finding approximate solutions of large-scale nonlinear monotone equations. This method ensures that the descent condition holds. Its global convergence and rate of convergence are established. The proposed method is suitable for solving large-scale nonlinear monotone equations due to its low storage requirements. The method is tested on a number of benchmark test problems from the literature, and numerical results show the method’s efficacy.
引用
收藏
页码：4335 / 4356
页数：21
相关论文
共 93 条
  • [1] Abubakar AB(2021)Solving nonlinear operator equations via SR1 update J. Appl. Math. Comput. 325 149-164
  • [2] Sabi’u J(2017)Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update J. Comput. Appl. Math. 70 1231-1259
  • [3] Kumam P(2021)A Perry-type derivative-free algorithm for solving nonlinear system of equations and minimizing Optimization 13 369-379
  • [4] Shah A(2020) regularized problem Boll Unione Mat Ital. 8 168-15
  • [5] Andrei N(2021)A modified scaled memoryless symmetric rank-one method Int. J. Fin. Econ. 74 101676-213
  • [6] Awwal AM(2020)Some new efficient mean-variance portfolio selection models Mathematics 2 8-10108
  • [7] Kumam P(2021)A modified Hestenes–Stiefel-type derivative-free method for large-scale nonlinear monotone equations Int. Rev. Financial Anal. 91 201-92
  • [8] Mohammad H(2019)Predicting stock returns: a risk measurement perspective Malays. J. Comput. Appl. Math. 14 10102-597
  • [9] Watthayu W(2002)A new search direction via hybrid conjugate gradient coefficient for solving nonlinear system of equations Math. Program. 2020 93-998
  • [10] Abubakar AB(2019)Benchmarking optimization software with performance profiles J. Eng. Appl. Sci. 19 71-737
12345678910